Métricas de Rendimiento
Rentabilidad
0.35%
Volatilidad
0.34%
Sharpe Ratio
-0.286
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.02%
Sortino Ratio:
-0.937
Calmar Ratio:
N/A
Rentabilidad
1.33%
Volatilidad
0.34%
Sharpe Ratio
1.975
VaR 95%
-0.00%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.02%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
2.23%
Volatilidad
0.31%
Sharpe Ratio
-1.290
VaR 95%
-0.01%
CVaR 95%:
-0.01%
Máximo Drawdown:
-0.03%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
5.38%
Volatilidad
0.35%
Sharpe Ratio
0.960
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.03%
Sortino Ratio:
3.131
Calmar Ratio:
N/A
Rentabilidad
24.71%
Volatilidad
0.58%
Sharpe Ratio
4.372
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.11%
Sortino Ratio:
10.549
Calmar Ratio:
65.62